They won't be physical, but you can look into the creation of thought forms (patterns of thought and spiritual energy with their own will). I would suggest avoiding Alexandra David-Neels' works as she cites them as being physical.

There are active and passive ways you can make a thought form or a servitor (servitors are similar, but do not have their own will and often are created to carry out a specific purpose or set of tasks - if you're wanting to bring fictional characters "to life", this is not the route you'd want to go). For a passive way, as I started out with, you would be subconsciously giving the characters energy over time as they already have patterns to go off of. For an active way, then one of the most commonly cited ways is create a set of traits and attributes you'd want the thought form to have and charge them in shorter periods of time. Once you start feeling the presence manifesting, similar to that of feeling the presence of a spirit, you know you're on the right track. Be sure you "can banish what you summon" so you don't have a rampant, newly manifested will causing havoc.